The branching process with logistic growth (Q558688)

A stochastic analogue of the deterministic logistic growth model is constructed: Let \(X\) be a spectrally positive Lévy process with exponent \[ \psi(\lambda)= \alpha\lambda+ (\gamma/2)\lambda^2+ \int^\infty_0 (e^{-\lambda r}- 1+\lambda r\mathbf{1}_{r< 1})\Pi(dr),\quad \lambda\geq 0, \] where \(\alpha\), \(\gamma\) are real numbers, \(\gamma> 0\), and \(\Pi\) is a positive \(\sigma\)-finite measure satisfying \(\int^\infty_0 (1\wedge r^2)\Pi(dr)< \infty.\) Let \(c\) be a real number, \(R\) the unique strong solution of \(dR(t)= dX_t- cR(t)\,dt\), \(t> 0\), \(R_0= 0\), \(\tau\) the finite hitting time of \(0\), and \(C_t\) the right-inverse of \(\eta_t= \int^{t\wedge\tau}_0(1/R(s))\,ds\), \(t> 0\). The logistic branching process \(Z\) is then defined as the Feller process \(Z_t:= R(C_t)\) for \(0\leq t<\eta_\infty\), \(Z_t:= 0\) for \(\eta_\infty< \infty\wedge t\geq \eta_\infty\). The infinitesimal generator of \(Z\) is \(xA- cx^2d/dx\), where \(A\) is the infinitesimal generator of \(X\). If \(Z\) has only continuous paths, then it is a Feller diffusion with logistic growth, \(\psi(\lambda)= (\gamma/2)\lambda^2- b\lambda\), \(dZ_t= Z_t dt- cZ^2_t dt+ (\gamma Z_t)^{1/2} dB_t\), \(t> 0\), \(B\) standard Brownian motion. If \(\psi\) is the exponent of an increasing Lévy process or subordinator (no ``natural deaths''), then \(Z\) is recurrent. If \(Z\) has zero drift (no ``infinitesimal births'') and Lévy measure of finite mass \(\rho< c\), then \(Z\) is null-recurrent and \(Z_t\to 0\) in probability. Otherwise, \(Z\) is positive-recurrent. When there are no ``natural deaths'', then \(Z_t\to 0\) almost surely. The integer-valued analogue of \(Z\) is also defined. Its essential properties are properties of the real-valued process, but not vice versa. The sequence of processes obtained by suitably scaling the integer-valued process converges to a Feller process with logistic growth.